+69.7%
XYZ vs TPR
+412.6%
-342.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +7.1% | -11.2% | -6.6% |
| 7D | +9.2% | +13.9% | -4.6% | +4.2% |
| 30D | +9.8% | +14.9% | -5.1% | +4.3% |
| 3M | -0.2% | -15.4% | +15.2% | +4.4% |
| 6M | +18.0% | -4.5% | +22.4% | +16.3% |
| YTD | +29.1% | +6.0% | +23.1% | +20.0% |
| 1Y | +14.1% | +24.3% | -10.2% | -2.1% |
| All | +69.7% | +412.6% | -342.9% | -27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded TPR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling